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While I don't use Gnome, I have it installed and was experimenting, and think I found the answer. Open all programs you want to launch on startup, then go to "Actions"->Logout
There is a checkbox that says "Save current setup" - check that and click OK
You have to understand that a windowmanager is just one more application for X, like netscape or gimp or xterm. Many people new to X come to believe that X runs the window manager and the window manager runs programs. But thats not true. If configured right, you can run all your applications under X, kill the window manager, and start another window manager up.
The *real* program that X runs, that runs other programs, is your .xinitrc or .xsession script. When X is started, your .xinitrc or .xsession script is run, and when the script is done, X comes down. Let me repeat that, its important: WHEN .xinitrc IS FINISHED, *THAT* IS WHEN X ENDS. It isn't when your windowmanager exits.
So: what you'll want to do is create a file called ~/.xinitrc
and put all programs in there ie:
#~/.xinitrc - start all these programs programs when I startx
gkrellm & #start gkrellm
konsole & #start Konsole
gnome-session #start Gnome
So how do I add something to one of these files, Im not in front of my Linux box right now so I dont know what the layout of the files is, but do I just add a new line to the location of GKrellm for example or what?